+10,310.1%
NVDA vs XLP
+130.4%
+10,179.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.9% | -5.2% | -4.9% |
| 7D | -11.6% | +0.1% | -11.6% | -11.8% |
| 30D | -22.1% | +8.9% | -31.0% | -27.5% |
| 3M | -20.1% | +7.5% | -27.6% | -25.3% |
| 6M | -16.8% | +9.4% | -26.2% | -24.1% |
| YTD | -4.0% | +19.3% | -23.2% | -19.7% |
| 1Y | -4.8% | +21.7% | -26.5% | -22.2% |
| 3Y | +281.7% | +44.0% | +237.7% | +146.4% |
| 5Y | +485.4% | +42.8% | +442.6% | +283.7% |
| 10Y | +10,310.1% | +128.8% | +10,181.3% | +4,537.9% |
| All | +10,310.1% | +130.4% | +10,179.7% | +4,537.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded XLP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling